Antti Suhonen

Aalto University School of Business

Professor of Practice in Finance

P.O. Box 21210

AALTO, FI-00076

Finland

SCHOLARLY PAPERS

5

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2,919

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

1.

A Framework for Risk Premia Investing: Anywhere to Hide?

Number of pages: 29 Posted: 22 Mar 2019 Last Revised: 05 Sep 2019
Kari Vatanen and Antti Suhonen
Veritas Pension Insurance and Aalto University School of Business
Downloads 1,203 (33,473)
Citation 1

Abstract:

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Factor Investing, Alternative Beta, Smart Beta, Risk Premia, Style Investing, Quantitative Investment Strategies, Portfolio Construction, Asset Allocation, Momentum, Trend, Value, Carry, Volatility, Quality, Low Beta

2.

A Framework for Risk Premia Investing

Number of pages: 8 Posted: 21 Dec 2017
Kari Vatanen and Antti Suhonen
Veritas Pension Insurance and Aalto University School of Business
Downloads 1,080 (39,059)

Abstract:

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Factor Investing, Alternative Beta, Smart Beta, Risk Premia, Style Investing, Quantitative Investment Strategies, Portfolio Construction, Asset Allocation, Anomaly, Quality, Value, Carry, Volatility, Momentum, Low Beta

3.

Here in the Real World: The Performance of Alternative Beta

Journal of Systematic Investing (Vol.1, Issue 1)
Number of pages: 63 Posted: 12 Mar 2019 Last Revised: 26 Apr 2021
Antti Suhonen and Matthias Lennkh
Aalto University School of Business and Clear Alpha Limited
Downloads 636 (79,639)
Citation 1

Abstract:

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Alternative Beta, Risk Premia, Factor Investing, Trading Strategies, Investment Strategies

4.

Does Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era

The Journal of Portfolio Management (Forthcoming)
Posted: 30 May 2023 Last Revised: 11 Dec 2023
Antti Suhonen and Kari Vatanen
Aalto University School of Business and Veritas Pension Insurance

Abstract:

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Alternative Beta, Alternative Risk Premia, Style Premia, Factor Investing, Investment Strategies, Portfolio Diversification

5.

Quantifying Backtest Overfitting in Alternative Beta Strategies

Journal of Portfolio Management Vol. 43, Nr. 2 (Winter 2017)
Posted: 02 Apr 2016 Last Revised: 07 Apr 2017
Antti Suhonen, Matthias Lennkh and Fabrice Perez
Aalto University School of Business, Clear Alpha Limited and Clear Alpha Limited

Abstract:

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Alternative beta, Smart beta, Risk premia, Risk factor, Factor investing, Trading strategies, Index strategies, Investment strategies, Quantitative investment strategies, QIS, Sharpe ratio, Backtest, Overfitting, Data mining, Multiple test